Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ECDDX (EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND CLASS C) | NA | -1.35% | 0.54% | 0.41% | 2.93% | NA | NA | … | … |
Data as of 10/22/2018, Common starting date is 12/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECDDX (EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND CLASS C) | 12/30/2004 | 10/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | -1.35 | 0.54 | 0.41 | 2.93 | NA | NA | … | … | -1.58 | 1.25 | 2.27 | -0.40 | 0.61 | -2.06 | 1.58 | -0.35 | 6.18 | 32.16 | -19.99 | 3.05 | 6.37 | 1.88 | 0.57 |
| Sharpe Ratio | NA | -2.14 | -0.07 | 0.02 | 1.18 | NA | NA | … | … | -2.56 | 0.64 | 1.48 | -0.24 | 0.44 | -1.70 | 1.20 | -0.18 | 3.36 | 7.21 | -3.67 | 0.01 | 1.50 | -0.15 | NA |
| Standard Deviation(%) | NA | 1.19 | 1.25 | 1.36 | 2.29 | NA | NA | … | … | 1.26 | 0.99 | 1.39 | 1.75 | 1.33 | 1.23 | 1.29 | 2.06 | 1.82 | 4.45 | 5.68 | 2.36 | 2.06 | 1.89 | 0.00 |
| Draw Down(%) | NA | 1.80 | 1.80 | 2.35 | 8.89 | NA | NA | … | … | 1.80 | 0.28 | 0.80 | 2.35 | 1.44 | 3.21 | 0.75 | 2.27 | 1.53 | 2.89 | 22.49 | 2.38 | 0.92 | 1.74 | 0.00 |
| Yield(%) | 0.02 | 2.11 | 1.05 | 1.21 | 2.28 | 2.53 | 1.90 | … | … | 1.31 | 1.13 | 0.51 | 1.12 | 1.64 | 1.60 | 1.80 | 1.18 | 2.63 | 6.71 | 5.72 | 5.85 | 5.78 | 4.62 | 0.37 |
Data as of 10/22/2018, Common starting date is 12/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECDDX (EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND CLASS C) |
-4.28%
Dec 2005 – Dec 2008 |
-0.24%
Jan 2011 – Jan 2016 |
1.42%
May 2008 – May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECDDX (EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND CLASS C) |
11.99%
Nov 2008 – Nov 2011 |
6.83%
Nov 2008 – Nov 2013 |
2.51%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart